Check the CHANGES file in source, can't see anything about Cache-Control headers other than:
*) Bugfix: nginx did not treat a comma as separator in the
"Cache-Control" backend response header line.
Tried using -
Cache-Control: no-cache
Cache-Control: private,max-age=0
Cache-Control: private
None work, nginx is still ignoring the Cache-Control headers on .0.7.65, would rather not upgrade to 0.8.* =/
Posted at Nginx Forum: http://forum.nginx.org/read.php?2,51545,51551#msg-51551